Matthias Klapper2004-12-062004-12-061999http://hdl.handle.net/2003/491810.17877/DE290R-6931We analyze macroeconomic data using univariate and multivariate forecast combining techniques. We simulate forecast errors with different variance-covariance structures. The simulations are used to compare the performance of univariate and multivariate combining techniques.enUniversitätsbibliothek Dortmundcombination of forecastsmultivariate combination of forecastssimulationvariance-covariance structure310Multivariate Rank-Based Forecast Combining Techniquesreport